Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.216238 0.232468 0.249822 0.269845 0.292415 0.317197 0.346639
2026-01-04 0.198547 0.220433 0.245043 0.275041 0.311007 0.353251 0.407407
2026-01-11 0.182078 0.206850 0.235737 0.272431 0.318578 0.375812 0.454058
2026-01-18 0.172040 0.199286 0.232065 0.275238 0.331934 0.405924 0.513629
2026-01-25 0.159054 0.186795 0.220924 0.267077 0.329677 0.414633 0.544641
2026-02-01 0.147904 0.175644 0.210396 0.258429 0.325378 0.419357 0.569711
2026-02-08 0.140882 0.169168 0.205255 0.256254 0.329371 0.435737 0.614352
2026-02-15 0.137695 0.167345 0.205935 0.261838 0.344587 0.470063 0.693390
2026-02-22 0.132677 0.162748 0.202499 0.261211 0.350373 0.490243 0.751770
2026-03-01 0.127764 0.157991 0.198490 0.259347 0.353912 0.506949 0.806725
2026-03-08 0.122580 0.152588 0.193246 0.255222 0.353414 0.516631 0.849775
2026-03-15 0.117730 0.147412 0.188028 0.250743 0.351869 0.524157 0.889739
2026-03-22 0.115511 0.145873 0.188029 0.254369 0.364200 0.558503 0.996820
2026-03-29 0.114051 0.145311 0.189375 0.260126 0.380623 0.602817 1.140476
2026-04-05 0.110575 0.141710 0.186044 0.258193 0.383471 0.621249 1.226567
2026-04-12 0.108602 0.140176 0.185690 0.261001 0.394960 0.658736 1.376751
2026-04-19 0.104144 0.134851 0.179361 0.253568 0.387029 0.654365 1.405858
2026-04-26 0.099819 0.129583 0.172920 0.245615 0.377543 0.645564 1.419607
2026-05-03 0.097213 0.126762 0.170118 0.243623 0.379144 0.661439 1.517630
2026-05-10 0.096478 0.126671 0.171508 0.248801 0.394926 0.711902 1.756080
2026-05-17 0.094452 0.124570 0.169650 0.248226 0.399300 0.736243 1.913842
2026-05-24 0.092279 0.122174 0.167224 0.246503 0.401189 0.754798 2.059679
2026-05-31 0.089757 0.119173 0.163725 0.242684 0.398454 0.761261 2.158172